Title of article
A simulation estimator for testing the time homogeneity of credit rating transitions
Author/Authors
Nicholas M. Kiefer، نويسنده , , C. Erik Larson، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
18
From page
818
To page
835
Keywords
Ratings transitions , Specification testing , Indirect inference , Risk Dynamics , Risk measurement
Journal title
Journal of Empirical Finance
Serial Year
2007
Journal title
Journal of Empirical Finance
Record number
130877
Link To Document